1) Malaga Airport to Marbella bus station and then to Calahonda
Take the airport bus from Malaga to Marbella Bus Station
. There are no stops in between because this service takes the toll road further back from the coast.
Here is the timetable for the special Malaga airport to Marbella bus station service:
Then from there take the Marbella to Fuengirola bus back along the coast road to Calahonda. If you check through from Costa del Sol bus timetable page
and look for "Buses to and from Marbella" you will find the route Marbella - Fuengirola. You will be getting off on the sea side of the road and will need to take the overpass footbridge to the Calahonda side of the road, unless you are staying in a resort by the sea.